[下载]Financial Modeling Under Non-Gaussian Distributions - Jondeau

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

书名：Financial Modeling Under Non-Gaussian Distributions
     作者：Eric Jondeau
     版次：2006
     格式：pdf扫描版
     页数：542
     出版者：Springer
     简介：http://www.amazon.com/Financial-Modeling-Non-Gaussian-Distributions-Springer/dp/1846284198
     附注：本书适合对金融风险有兴趣者下载

Table of contents
     Part I: Financial Markets and Financial Time Series.-
     Introduction.
     Statistical Properties of Financial Market Data.
     Functioning of Financial Markets and Theoretical Models for Returns.
     Part II: Econometric Modeling of Asset Returns.-
     Modeling Volatility. Modeling Higher Moments.
     Modeling Correlation.
     Extreme Value Theory.
     Part III: Applications of Non-Gaussian Econometrics.-
     Risk Management and VaR.
     Portfolio Allocation.
     Part IV: Option Pricing with Non-Gaussian Returns.-
     Fundamentals of Option Pricing.
     Non-Structural Option Pricing.
     Structural Option Pricing.
     Part V: Appendices on Option Pricing Mathematics.-
     Brownian Motion and Stochastic Calculus.
     Martingale and Changing Measure.
     Characteristic Functions and Fourier Transforms.
     Jump Processes.-
     References.-
     Index.

177244.rar (5.4 MB, 需要: 50 个论坛币) 本附件包括：

• Jondeau_Poon_Rockinger-Financial_Modeling_Under_Non-Gaussian_Distributions.pdf

2007-11-26 05:56:00 上传

[下载]Financial Modeling Under Non-Gaussian Distributions - Jondeau
需要: 50 个论坛币  [购买]

[此贴子已经被作者于2007-11-26 8:26:32编辑过]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏10 回帖

关键词：distribution financial Modeling Gaussian Financia 下载 financial Modeling Under Jondeau

好贵啊 我们这等穷人如何是好

预览一下也不行啊